 I am very new to factor analysis as well as R.  I am trying to run a factor analysis on the residual returns on common stock (residual to some model) and trying to determine if there are any strong factors remaining.  After running factanal, I can obtain the factor loadings but how do I get the values of the factor returns themselves?  In other words if the relationship is

r = lambda * f 

I prrovide r, factanal estimates the lambdas (factor loadings).  But how do I get the
f values? Am I looking at this too much from a multivariate regression angle?

Thanks


		
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